Several analytic and numerical studies have indicated that the interstellar medium of a quasar host galaxy heated by feedback can contribute to a substantial secondary signal in the cosmic microwave background (CMB) through the thermal Sunyaev-Zel’dovich (SZ) effect. Recently, many groups have tried to detect this signal by cross-correlating CMB maps with quasar catalogs. Using a self-similar model for the gas in the intra-cluster medium and a realistic halo occupation distribution (HOD) prescription for quasars we estimate the level of SZ signal from gravitational heating of quasar hosts. The bias in the host halo signal estimation due to unconstrained high mass HOD tail and yet unknown redshift dependence of the quasar HOD restricts us from drawing any robust conclusions at low redshift (z<1.5) from our analysis. However, at higher redshifts (z>2.5), we find an excess signal in recent observations than what is predicted from our model. The excess signal could be potentially generated from additional heating due to quasar feedback.